Loading Page.

I was looking at the tutorial on creating a loading page and tested it out on another forum. First the loading page was loading and then the forum itself began to load. Is it possible to have that loading page but instead of just wasting time, it can loading the actual forum? As a result, the forum will open instantly, instead of having a sort-of-redirect system. Basically, is it possible to just load the forum but cover it with a loading page that will vanish when the whole site had loaded?